Pages that link to "Item:Q4943736"
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The following pages link to Stochastic Calculus for Fractional Brownian Motion I. Theory (Q4943736):
Displayed 50 items.
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions (Q2175326) (← links)
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695) (← links)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- Stability of stochastic differential equation with linear fractal noise (Q2259118) (← links)
- Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879) (← links)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
- Stochastic integrals and evolution equations with Gaussian random fields (Q2272165) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion (Q2273738) (← links)
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion (Q2284928) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Fractional backward stochastic variational inequalities with non-Lipschitz coefficient (Q2318625) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- Approximate controllability for functional equations with Riemann-Liouville derivative by iterative and approximate method (Q2360759) (← links)
- Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise (Q2387454) (← links)
- Minimax estimation of linear functionals under squared error loss (Q2390477) (← links)
- The use of action functionals within the quantum-like paradigm (Q2409685) (← links)
- New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014) (← links)
- On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
- On a multiple Stratonovich-type integral for some Gaussian processes (Q2433967) (← links)
- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\) (Q2438985) (← links)
- Power variation of multiple fractional integrals (Q2454693) (← links)
- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (Q2454963) (← links)
- On controllability of nonlinear stochastic systems (Q2456623) (← links)
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions (Q2472965) (← links)
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results (Q2475907) (← links)
- A generalization of the Wick-Itô stochastic integral (Q2476524) (← links)
- New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations (Q2476706) (← links)
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- An extension of the divergence operator for Gaussian processes (Q2485837) (← links)
- Prediction for some processes related to a fractional Brownian motion (Q2489828) (← links)
- Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\) (Q2490071) (← links)
- An approximate approach to fractional analysis for finance (Q2490081) (← links)
- Product formula and independence criterion for multiple Huang-Cambanis integrals (Q2494881) (← links)
- On bifractional Brownian motion (Q2495385) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion (Q2573993) (← links)
- A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
- Analytical and numerical results of fractional differential-difference equations (Q2634554) (← links)
- Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals (Q2642031) (← links)
